Using the bayesdfa packageFunctions for fitting Bayesian dynamic factor analyses |
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Fit a Bayesian DFA |
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Simulate from a DFA |
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Find the best number of trends according to LOOIC |
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Apply cross validation to DFA model |
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Diagnostics for fitted modelsFunctions for evaluating convergence of DFA moddels |
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Find outlying "black swan" jumps in trends |
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Summarize Rhat convergence statistics across parameters |
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LOO information criteria |
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Calculate predicted value from DFA object |
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Rotate the trends from a DFA |
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Estimate the correlation between a DFA trend and some other timeseries |
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Extracting DFA outputFunctions for extracting common outputs |
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Get the fitted values from a DFA as a data frame |
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Get the loadings from a DFA as a data frame |
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Get the trends from a DFA as a data frame |
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Univariate Hidden Markov ModelsFunctions for evaluating regimes with univariate HMMs |
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Create initial values for the HMM model. |
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Fit multiple models with differing numbers of regimes to trend data |
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Fit models with differing numbers of regimes to trend data |
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PlottingFunctions for plotting DFA and HMM models |
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Plot the fitted values from a DFA |
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Plot the loadings from a DFA |
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Plot the state probabilities from |
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Plot the trends from a DFA |